How does changing 'Dimensions' fields at once exactly work?
It is not a bug, it is a well known limitation of the current system, as you can see in the bug repot.


  Object dimensions are broken and an abuse of RNA, IMHO - the same
  problem happens from Python and we had it reported too.
  
  Basically they rely on one axis being set, then updating - before the
  other values are set.